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View Outliers PnL Drill-Down: ETR241220P00145000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-10-31	ETR	ETR241220P00145000	145.00	9.0	16.000	0.258	0.151	10.7	0.2	-0.010	11.860	1.380	1.95	154.73	2024-12-20	PUT	Long	0.075	0.159	0.151

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	ETR	1.000	0.030	0.171	0.058	0.046	-0.125	74.88	0.194	0.0000	48.60	78.20	21	1y	71.24

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$80.23	0.52	-0.26	1.95	0.45	154.73	74.50	-1.50	$-150.00	195.00	49	31.0	152.000	80.23	2024-12-19
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$81.53	0.53	-0.26	1.95	0.45	154.73	73.20	-1.50	$-150.00	195.00	48	31.0	152.000	81.53	2024-12-18
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$79.85	0.52	-0.26	1.95	0.45	154.73	74.88	-1.50	$-150.00	195.00	47	31.0	152.000	79.85	2024-12-17
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$79.94	0.52	-0.26	1.95	0.45	154.73	74.79	-1.50	$-150.00	195.00	46	31.0	152.000	79.94	2024-12-16
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$80.51	0.52	-0.26	1.95	0.45	154.73	74.22	-1.50	$-150.00	195.00	43	31.0	152.000	80.51	2024-12-13
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$6.45	0.04	-0.06	1.95	0.45	154.73	148.28	-1.50	$-150.00	195.00	42	31.0	151.000	6.45	2024-12-12
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.25	-0.64	$6.85	0.04	-0.07	1.95	0.70	154.73	147.88	-1.25	$-125.00	195.00	41	12.0	145.000	6.85	2024-12-11
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.35	-0.69	$6.40	0.04	0.03	1.95	0.60	154.73	148.33	-1.35	$-135.00	195.00	40	1.0	145.000	6.40	2024-12-10
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.44	-0.74	$5.16	0.03	-0.06	1.95	0.51	154.73	149.57	-1.44	$-144.00	195.00	39	3.0	145.000	5.16	2024-12-09
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.44	-0.74	$3.17	0.02	0.10	1.95	0.51	154.73	151.56	-1.44	$-144.00	195.00	38	3.0	145.000	3.17	2024-12-08
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.44	-0.74	$3.22	0.02	-0.06	1.95	0.51	154.73	151.51	-1.44	$-144.00	195.00	36	3.0	145.000	3.22	2024-12-06
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.44	-0.74	$0.99	0.01	-0.04	1.95	0.51	154.73	153.74	-1.44	$-144.00	195.00	35	3.0	145.000	0.99	2024-12-05
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.44	-0.74	$3.08	0.02	-0.04	1.95	0.51	154.73	151.65	-1.44	$-144.00	195.00	34	3.0	145.000	3.08	2024-12-04
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.70	-0.87	$3.40	0.02	-0.08	1.95	0.25	154.73	151.33	-1.70	$-170.00	195.00	33	5.0	145.000	3.40	2024-12-03
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.75	-0.90	$1.47	0.01	-0.08	1.95	0.20	154.73	153.26	-1.75	$-175.00	195.00	32	3.0	147.000	1.47	2024-12-02
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.78	-0.91	$-1.44	-0.01	-0.20	1.95	0.17	154.73	156.17	-1.78	$-178.00	195.00	31	14.0	0.000	-1.44	2024-12-01
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.78	-0.91	$-1.44	-0.01	-0.03	1.95	0.17	154.73	156.17	-1.78	$-178.00	195.00	30	14.0	147.000	-1.44	2024-11-30
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.78	-0.91	$-1.67	-0.01	-0.04	1.95	0.17	154.73	156.40	-1.78	$-178.00	195.00	28	14.0	161.000	-1.67	2024-11-28
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.69	-0.87	$-2.87	-0.02	-0.03	1.95	0.26	154.73	157.60	-1.69	$-169.00	195.00	27	1.0	161.000	-2.87	2024-11-27
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.69	-0.87	$-1.20	-0.01	-0.06	1.95	0.26	154.73	155.93	-1.69	$-169.00	195.00	26	1.0	162.000	-1.20	2024-11-26
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.50	-0.77	$2.21	0.01	-0.08	1.95	0.45	154.73	152.52	-1.50	$-150.00	195.00	25	3.0	162.000	2.21	2024-11-25
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.20	-0.62	$3.67	0.02	-0.08	1.95	0.75	154.73	151.06	-1.20	$-120.00	195.00	24	20.0	162.000	3.67	2024-11-24
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.20	-0.62	$3.67	0.02	-0.08	1.95	0.75	154.73	151.06	-1.20	$-120.00	195.00	23	20.0	162.000	3.67	2024-11-23
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.27	-0.65	$3.70	0.02	-0.10	1.95	0.68	154.73	151.03	-1.27	$-127.00	195.00	22	1.0	162.000	3.70	2024-11-22
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.27	-0.65	$3.18	0.02	-0.08	1.95	0.68	154.73	151.55	-1.27	$-127.00	195.00	21	1.0	162.000	3.18	2024-11-21
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.80	-0.41	$4.02	0.03	-0.09	1.95	1.15	154.73	150.71	-0.80	$-80.00	195.00	20	60.0	162.000	4.02	2024-11-20
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.80	-0.41	$4.84	0.03	-0.08	1.95	1.15	154.73	149.89	-0.80	$-80.00	195.00	19	60.0	162.000	4.84	2024-11-19
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-1.00	-0.51	$5.52	0.04	-0.10	1.95	0.95	154.73	149.21	-1.00	$-100.00	195.00	18	56.0	126.000	5.52	2024-11-18
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.45	-0.23	$5.61	0.04	-0.08	1.95	1.50	154.73	149.12	-0.45	$-45.00	195.00	17	1.0	126.000	5.61	2024-11-17
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.45	-0.23	$5.61	0.04	-0.08	1.95	1.50	154.73	149.12	-0.45	$-45.00	195.00	16	1.0	126.000	5.61	2024-11-16
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.45	-0.23	$5.61	0.04	-0.09	1.95	1.50	154.73	149.12	-0.45	$-45.00	195.00	15	1.0	126.000	5.61	2024-11-15
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.13	-0.07	$7.71	0.05	-0.11	1.95	1.82	154.73	147.02	-0.13	$-13.00	195.00	14	3.0	123.000	7.71	2024-11-14
ETR241220P00145000	ETR	PUT	Long	145.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.13	0.07	$7.12	0.05	-0.10	1.95	2.08	154.73	147.61	0.13	$13.00	195.00	13	2.0	106.000	7.12	2024-11-13
ETR241220P00145000	ETR	PUT	Long	145.00	None	$-0.20	-0.10	$5.50	0.04	-0.08	1.95	1.75	154.73	149.23	-0.20	$-20.00	195.00	12	8.0	99.000	5.50	2024-11-12
ETR241220P00145000	ETR	PUT	Long	145.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$-0.55	-0.28	$4.35	0.03	-0.07	1.95	1.40	154.73	150.38	-0.55	$-55.00	195.00	11	2.0	98.000	4.35	2024-11-11
ETR241220P00145000	ETR	PUT	Long	145.00	None	$0.03	0.02	$5.75	0.04	-0.04	1.95	1.98	154.73	148.98	0.03	$3.00	195.00	10	19.0	83.000	5.75	2024-11-10
ETR241220P00145000	ETR	PUT	Long	145.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.03	0.02	$5.75	0.04	-0.04	1.95	1.98	154.73	148.98	0.03	$3.00	195.00	9	19.0	83.000	5.75	2024-11-09
ETR241220P00145000	ETR	PUT	Long	145.00	None	$0.17	0.09	$5.94	0.04	-0.08	1.95	2.12	154.73	148.79	0.17	$17.00	195.00	8	7.0	83.000	5.94	2024-11-08
ETR241220P00145000	ETR	PUT	Long	145.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.75	0.38	$8.77	0.06	-0.09	1.95	2.70	154.73	145.96	0.75	$75.00	195.00	7	7.0	77.000	8.77	2024-11-07
ETR241220P00145000	ETR	PUT	Long	145.00	None	$0.85	0.44	$8.65	0.06	-0.08	1.95	2.80	154.73	146.08	0.85	$85.00	195.00	6	63.0	20.000	8.65	2024-11-06
ETR241220P00145000	ETR	PUT	Long	145.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$2.55	1.31	$8.78	0.06	-0.01	1.95	4.50	154.73	145.95	2.55	$255.00	195.00	5	2.0	19.000	8.78	2024-11-05
ETR241220P00145000	ETR	PUT	Long	145.00	None	$4.01	2.06	$12.30	0.08	-0.00	1.95	5.96	154.73	142.43	4.01	$401.00	195.00	4	1.0	20.000	12.30	2024-11-04
ETR241220P00145000	ETR	PUT	Long	145.00	None	$2.65	1.36	$9.94	0.06	-0.04	1.95	4.60	154.73	144.79	2.65	$265.00	195.00	1	4.0	23.000	9.94	2024-11-01
ETR241220P00145000	ETR	PUT	Long	145.00	None	$0.00	0.00	$-0.00	-0.00	0.00	1.95	1.95	154.73	154.73	0.00	$0.00	195.00	0	9.0	16.000	-0.00	2024-10-31

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl